Polyceraty (presence of multiple horns) is rare in modern day ungulates. Although not found in wild sheep, polyceraty does occur in a small number of domestic sheep breeds covering a wide geographical region. Damara are fat-tailed hair sheep, from the south-western region of Africa, which display polyceraty, with horn number ranging from zero to four. We conducted a genome-wide association study for horn number with 43 Damara genotyped with 606 006 SNP markers. The analysis revealed a region with multiple significant SNPs on ovine chromosome 2, in a location different from the mutation for polled in sheep on chromosome 10. The causal mutation for polyceraty was not identified; however, the region associated with polyceraty spans nine HOXD genes, which are critical in embryonic development of appendages. Mutations in HOXD genes are implicated in polydactly phenotypes in mice and humans. There was no evidence for epistatic interactions contributing to polyceraty. This is the first report on the genetic mechanisms underlying polyceraty in the under-studied Damara.